+6.0%
CMCSA vs SPY
+318.9%
-312.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.8% |
| 7D | -5.6% | -2.0% | -3.6% | -4.0% |
| 30D | -1.9% | -1.7% | -0.2% | -0.6% |
| 3M | +6.4% | +4.7% | +1.7% | +2.4% |
| 6M | -16.9% | +12.5% | -29.4% | -24.9% |
| YTD | -6.8% | +11.7% | -18.5% | -15.5% |
| 1Y | -15.9% | +17.5% | -33.4% | -27.0% |
| 3Y | -33.4% | +76.6% | -110.0% | -59.9% |
| 5Y | -46.7% | +82.0% | -128.7% | -69.1% |
| All | +6.0% | +318.9% | -312.9% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling